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FLBR vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLBR and VWO is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FLBR vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Brazil ETF (FLBR) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-9.92%
22.82%
FLBR
VWO

Key characteristics

Sharpe Ratio

FLBR:

-1.19

VWO:

1.05

Sortino Ratio

FLBR:

-1.63

VWO:

1.54

Omega Ratio

FLBR:

0.81

VWO:

1.19

Calmar Ratio

FLBR:

-0.83

VWO:

0.66

Martin Ratio

FLBR:

-1.93

VWO:

4.30

Ulcer Index

FLBR:

13.51%

VWO:

3.64%

Daily Std Dev

FLBR:

21.97%

VWO:

14.94%

Max Drawdown

FLBR:

-57.42%

VWO:

-67.68%

Current Drawdown

FLBR:

-31.22%

VWO:

-10.25%

Returns By Period

In the year-to-date period, FLBR achieves a -28.34% return, which is significantly lower than VWO's 11.50% return.


FLBR

YTD

-28.34%

1M

-12.84%

6M

-13.29%

1Y

-27.24%

5Y*

-6.37%

10Y*

N/A

VWO

YTD

11.50%

1M

0.16%

6M

3.77%

1Y

13.82%

5Y*

3.23%

10Y*

4.14%

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FLBR vs. VWO - Expense Ratio Comparison

FLBR has a 0.19% expense ratio, which is higher than VWO's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FLBR
Franklin FTSE Brazil ETF
Expense ratio chart for FLBR: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FLBR vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil ETF (FLBR) and Vanguard FTSE Emerging Markets ETF (VWO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for FLBR, currently valued at -1.19, compared to the broader market0.002.004.00-1.191.05
The chart of Sortino ratio for FLBR, currently valued at -1.63, compared to the broader market-2.000.002.004.006.008.0010.00-1.631.54
The chart of Omega ratio for FLBR, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.000.811.19
The chart of Calmar ratio for FLBR, currently valued at -0.83, compared to the broader market0.005.0010.0015.00-0.830.66
The chart of Martin ratio for FLBR, currently valued at -1.93, compared to the broader market0.0020.0040.0060.0080.00100.00-1.934.30
FLBR
VWO

The current FLBR Sharpe Ratio is -1.19, which is lower than the VWO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FLBR and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-1.19
1.05
FLBR
VWO

Dividends

FLBR vs. VWO - Dividend Comparison

FLBR's dividend yield for the trailing twelve months is around 3.59%, more than VWO's 3.17% yield.


TTM20232022202120202019201820172016201520142013
FLBR
Franklin FTSE Brazil ETF
3.59%8.84%11.99%8.71%2.32%3.41%3.72%0.42%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.17%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

FLBR vs. VWO - Drawdown Comparison

The maximum FLBR drawdown since its inception was -57.42%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FLBR and VWO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-31.22%
-10.25%
FLBR
VWO

Volatility

FLBR vs. VWO - Volatility Comparison

Franklin FTSE Brazil ETF (FLBR) has a higher volatility of 10.82% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.30%. This indicates that FLBR's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.82%
4.30%
FLBR
VWO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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